masonJamesWheeler / Active-Trader
Emergent Trading Strategies with DQN in Stock Market Trading This repository contains the implementation of a Deep Q-Network (DQN), applied to the realm of stock market trading. This repository also holds the code for research paper "Emergent Trading Strategies from Deep Reinforcement Learning Models in Stock Market Trading".
☆11Updated last year
Related projects ⓘ
Alternatives and complementary repositories for Active-Trader
- ☆16Updated 2 years ago
- A low frequency statistical arbitrage strategy☆18Updated 5 years ago
- Trend Prediction for High Frequency Trading☆38Updated last year
- high-frequency grid trading strategy backtesting for binance futures☆24Updated 2 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆28Updated 3 years ago
- A financial trading method using machine learning.☆58Updated last year
- A pairs trade is a market neutral trading strategy enabling traders to profit from virtually any market conditions. This strategy is cate…☆21Updated 3 years ago
- Repo for HFT project in CMF☆26Updated last year
- Modelling for price change forecast using High-frequency Trading limit order book dynamics using ML algorithms☆24Updated 6 years ago
- Use machine learning to trade bitcoin.☆11Updated 3 years ago
- This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log☆27Updated 3 years ago
- High Frequency Trading Strategies☆41Updated 7 years ago
- AS model performance versus trivial delta for market-makers☆17Updated 2 years ago
- Phd repo☆16Updated 2 years ago
- OpenAI Gym Environment for Low-Latency Trading☆18Updated 6 years ago
- Repository for market making ideas☆37Updated 6 months ago
- Study of price volume data to analyze an order imbalance strategy for Bitcoin on BitMEX platform☆10Updated 5 years ago
- My first high-frequency trading strategy using machine learning☆16Updated 2 years ago
- An automatic high frequency trading bot for cryptocurrencies☆21Updated 4 years ago
- Example of order book modeling.☆57Updated 5 years ago
- Trading Strategy on S&P500 with different method (Linear Regression, XGBOOST, LSTM, HMM☆10Updated 4 years ago
- Deep learning for price movement prediction using high frequency limit order data☆38Updated 6 years ago
- HFT & Stochastic control numerical implementations from "Optimal high frequency trading with limit and market orders" (GUILBAUD & PHAM)☆26Updated 7 months ago
- ☆47Updated 7 years ago
- Building a High Frequency Trading Engine with Neural Networks☆12Updated 6 years ago
- Apply LASSO in High-Frequency-Trading☆9Updated 5 years ago
- This is the final project of Statistical Arbitrage course and it aims to apply pairs trading in high frequency data to realize auto-tradi…☆18Updated 6 years ago
- ☆26Updated 3 years ago
- Different trading strategies using technical analysis. Data: Ethereum/USD 5 minutes bars☆17Updated 3 years ago
- Substantial backtesting of statistical arbitrage pairs trading with crypto-currencies☆21Updated 4 years ago